Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52092.86 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47926.53 Kr¶

PnL: ---------------------------------------> -999.97 Kr¶

DD now: ---------------------------------> -1.934 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 17:08:52.189197'

Anic Portfolio¶

Today¶

Return: -0.427 %¶

This Week¶

Return: -0.427 %¶

Total portfolio value¶

Return including deposits: 70.539 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.100000 874.500000 29.500000 3.490000 845.000001
Svolder B 35 2.030000 2199.750000 26.250000 1.210000 2173.500000
BHG Group 49 -5.490000 658.560000 19.560000 3.060000 638.999984
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Embracer Group B 26 0.350000 676.390000 14.390000 2.170000 661.999988
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Vitrolife 3 2.040000 689.400000 12.400000 1.830000 677.000001
Sdiptech B 3 0.140000 830.400000 8.400000 1.020000 822.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Indutrade 5 1.140000 1325.500000 5.500000 0.420000 1320.000000
Fortnox 10 4.050000 673.200000 5.200000 0.780000 668.000000
Latour B 2 1.480000 452.600000 3.600000 0.800000 449.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Volati 5 -3.370000 573.000000 -1.000000 -0.170000 574.000000
NCC B 7 -0.900000 652.750000 -1.250000 -0.190000 653.999997
Nolato B 12 -1.820000 646.200000 -1.800000 -0.280000 648.000000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.560000 649.200000 -8.800000 -1.340000 657.999999
BONESUPPORT HOLDING 10 -1.620000 1213.000000 -11.000000 -0.900000 1224.000000
Lime Technologies 2 -2.360000 580.000000 -13.000000 -2.190000 593.000000
Humana 40 2.110000 656.800000 -17.200000 -2.550000 674.000000
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Ambea 68 0.550000 2472.480000 -64.520000 -2.540000 2537.000032
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Gaming Innovation Group 161 1.790000 4113.550000 -74.450000 -1.780000 4187.999942
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -1.480000 3762.400000 -153.600000 -3.920000 3916.000000
Sedana Medical 135 -6.220000 4155.300000 -175.700000 -4.060000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47926.530000 -999.970000 -1.93427% 48926.499863

Updated:¶

'2023-06-13 17:09:09.803879'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶